defaulttermstructure(3)
NAME
ql/termstructures/defaulttermstructure.hpp – default-probability term structure
SYNOPSIS
#include <ql/termstructure.hpp>
Classes
class DefaultProbabilityTermStructure
default probability term structure
Typedefs
typedef Real Probability
probability
Detailed Description
default-probability term structure
Author
Generated automatically by Doxygen for QuantLib from the source code.